Consolation is neither the primary nor the only motive for religious behavior. Nevertheless, it is a motive:
"Nobody knows the trouble I've seen
"Nobody knows but Jesus..." (See here)
The more basic motives are:
awe - the appropriate response to transcendence;
the attempt to control incomprehensible natural forces, initially by personifying them.
When Draka and serfs were homo sapiens, the former allowed the latter to practice (tightly controlled) Christianity - but the Master Race themselves remained arrogantly and scandalously ignorant. When a Draka woman saw one of her personal serfs kneeling before a priest, she remembered that this was a ritual called confession, confusion, communion or something like that. Meanwhile, the serf was an Alliance spy and the priest was her contact.
When drakensis and servus have become separate species, the servus:
are content, with no need for any consolation;
feel awe and slight fear in the presence of drakensis;
understand and control natural forces through technology.
Therefore, they no longer have any perceived need for religion.